Sigma to Zero before the match "But, you're the last of the Dr.'s creations, Join me Zero, it's your destiny."
Zero: Destiny or not, I still don't like you and I'll take you down maverick

Ryu to X after a match: I sense the hado in you, but you're just a machine? [in reference to the secret Hadouken and Shoryuken capsules from Megaman X 1 and 2... I really hope A. X can straight up throw hadoukens and do shoryukens or B. Ryu makes a reference to it in a quote or C. it's in his ending]

^Dude. Do I have a surprise for you. You missed it. Try slowing down the first gameplay trailer and look at X's Laucher. It's a full on Shouryuken. You can even see one of his feet upward and one straight down like a Shouryuken. Don't know about the Hadouken though.

X-Men probably aren't in initial game. However, if they come as DLC, Psylocke is present among them and let's assume we get a 2nd story mode. Would love an interaction between Psylocke and Dante.

Psylocke on the driving seat of a bike speeding to insane levels with Dante on back seat.

Tvc had some interesting little bits.
Like how if you stole rolls healing orb only mechanical characters would heal, others would be damaged.
Also depending on your partner batsu's super would change , and Frank West super would change if he hit a giant character.

Did you see that Zack? Clear as a crisp spring morning... FK....in the signature. I knew i could count on it. It never fails

Fou-lu and Thor interations would be cool.
Fou-lu: Thy folly is immeasurable...
Thor: Thou art mighty, beast...mighty enough to slay a god! But I am the Odinson...defender of Asgard...and master of Mjolnir! I am Thor...god of thunder...and of lightning!

I know Alberto said that X and Ultron talked during the character select screen. X basically said, "I'll protect all life", and Ultron likely said something indicating the opposite. He also noted that Chun-Li said, "It's been awhile since we both went all-out" when she was paired with Ryu.

Just imagine the amount of different interactions we could have. I'm excited.